+340.2%
COP vs TECH
+179.6%
+160.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +11.7% | +0.3% | +11.4% | +11.6% |
| 3M | +17.7% | +32.9% | -15.3% | +10.7% |
| 6M | +18.3% | +32.1% | -13.8% | +10.1% |
| YTD | +49.1% | +23.4% | +25.7% | +40.3% |
| 1Y | +53.3% | +34.1% | +19.3% | +40.6% |
| 3Y | +22.2% | +2.2% | +20.0% | +14.8% |
| 5Y | +193.3% | -41.8% | +235.1% | +214.2% |
| 10Y | +340.2% | +188.9% | +151.3% | +173.0% |
| All | +340.2% | +179.6% | +160.7% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TECH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling